+63.3%
QBTS vs STT
+228.7%
-165.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -22.5% | +3.9% | -26.3% | -23.9% |
| 3M | -40.0% | +20.0% | -60.0% | -45.2% |
| 6M | -12.3% | +55.3% | -67.6% | -29.4% |
| YTD | -36.6% | +53.3% | -89.9% | -48.4% |
| 1Y | +8.4% | +74.7% | -66.3% | -16.3% |
| 3Y | +1,380.4% | +205.8% | +1,174.5% | +863.3% |
| 5Y | +69.7% | +145.0% | -75.3% | +14.4% |
| All | +63.3% | +228.7% | -165.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling